Window Vista has an option for blocking access to web sites using Parental Controls. This can be accessed by clicking the Control Panel link followed by Parental Control option. From this option you can select the user account for which the access restriction needs to be applied.
Select the On option for the Parental Controls section. This would enable the Web Restrictions and on navigating through Web Restriction link, the following screen will be displayed.
selecting Block some websites or content would enable the Edit the Allow and Block list.
Using the above screen you can either block or allow access to specific sites.
A very useful features that can put to use effectively by all parent ;-).